+9.4%
ENB vs AMRZ
-11.5%
+20.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.2% | -5.5% | -0.3% |
| 7D | +0.5% | +10.3% | -9.8% | +0.5% |
| 30D | +6.0% | +18.7% | -12.7% | +6.1% |
| 3M | -7.4% | -14.6% | +7.2% | -7.6% |
| 6M | -8.5% | -12.9% | +4.4% | -8.6% |
| YTD | +6.1% | -17.4% | +23.5% | +5.0% |
| 1Y | +9.4% | -12.3% | +21.7% | +8.4% |
| All | +9.4% | -11.5% | +20.9% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMRZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling